-89.4%
CDE vs PCAR
+15,337.6%
-15,426.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | +21.9% | -6.2% | +28.1% | +23.9% |
| 3M | +14.9% | +5.9% | +9.0% | +13.3% |
| 6M | -10.5% | +0.4% | -10.9% | -10.4% |
| YTD | +19.3% | +14.8% | +4.4% | +15.8% |
| 1Y | +50.8% | +30.1% | +20.7% | +41.5% |
| 3Y | +782.3% | +66.7% | +715.7% | +672.1% |
| 5Y | +191.7% | +166.1% | +25.6% | +128.2% |
| 10Y | +57.6% | +353.7% | -296.0% | +7.9% |
| All | -89.4% | +15,337.6% | -15,426.9% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling